+931.3%
ROK vs ACM
+230.8%
+700.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +0.7% | -3.7% | +4.4% | +2.7% |
| 30D | -3.3% | -11.1% | +7.8% | +1.6% |
| 3M | -5.9% | -8.0% | +2.1% | -3.2% |
| 6M | +13.9% | -29.7% | +43.5% | +33.8% |
| YTD | +12.6% | -29.4% | +41.9% | +31.2% |
| 1Y | +28.6% | -46.4% | +75.0% | +71.9% |
| 3Y | +45.1% | -22.3% | +67.5% | +59.0% |
| 5Y | +45.6% | +4.5% | +41.1% | +35.3% |
| 10Y | +345.0% | +127.6% | +217.4% | +157.9% |
| All | +931.3% | +230.8% | +700.5% | +335.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling